Volumes
Below you can find the daily volume of CDS contracts cleared at CDSClear for the most recent trading day.
| Currency | Notional | Open Interest | Number of Transactions |
|---|---|---|---|
| EUR | 1,496,994,000.00 | 156,978,423,955.00 | 330 |
| USD | 1,900,000.00 | 8,102,350,887.00 | 2 |
Currency
Notional
Open Interest
Number of Transactions
EUR
11,242,013,825.00
203,132,967,184.30
331
USD
2,260,387,400.00
52,155,733,367.83
52
Currency
Notional
Open Interest
Number of Transactions
EUR
0.00
600,000,000.00
0
Below you can find the total cumulative volume of CDS contracts cleared at CDSClear since launch, up until the most recent trading day.
Currency
Notional
Number of Transactions
EUR
883,753,047,815.01
217,125.00
USD
15,101,099,243.00
2,102.00
Currency
Notional
Number of Transactions
EUR
7,230,318,573,091.18
201,020.00
USD
273,044,043,009.34
6,964.00
Currency
Notional
Number of Transactions
EUR
242,207,962,500.00
1,250.00
Definitions:
“Notional” is the sum of the notional for trades where both buyer and seller agree to clear the transaction. This figure is one sided. For example if A and B agree to clear 1 transaction for €2,000,000 notional and C and D agree to clear 1 transaction for €3,000,000 notional and A and C agree to clear 1 transaction for €8,000,000 notional the volume is €13,000,000 notional. Similarly the "Number of Transactions" figure represents one side and would be 3 in this example.
“Open Interest” is the sum of all clearing participants’ outstanding net long positions per contract against LCH SA, which results in single sided amounts.